BNP Paribas Call 250 CHTR 20.12.2024
/ DE000PC5DXW7
BNP Paribas Call 250 CHTR 20.12.2.../ DE000PC5DXW7 /
| 7/8/2024 9:50:39 PM |
Chg.-0.090 |
Bid7/8/2024 |
Ask7/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-13.85% |
0.560
Bid Size: 28,000 |
0.570
Ask Size: 28,000 |
Charter Communicatio... |
250.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5DXW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
0.48 |
| Time value: |
0.17 |
| Break-even: |
295.93 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
3.36 |
| Rho: |
0.69 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.540 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.20% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+3.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.610 |
| 1M High / 1M Low: |
0.660 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
